Anic Equity¶

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Total return since start: 0.708 %¶

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Equity now: -----------------------------> 52175.89 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48049.62 Kr¶

PnL: ---------------------------------------> -882.38 Kr¶

DD now: ---------------------------------> -1.778 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 11:13:15.254156'

Anic Portfolio¶

Today¶

Return: 0.194 %¶

This Week¶

Return: -0.268 %¶

Total portfolio value¶

Return including deposits: 70.81 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2332.000000 143.000000 6.530000 2189.000000
BHG Group 49 4.180000 684.530000 45.530000 7.130000 638.999984
Volati 5 5.580000 605.000000 31.000000 5.400000 574.000000
Embracer Group B 26 2.720000 692.900000 30.900000 4.670000 661.999988
Vitrolife 3 2.170000 707.400000 30.400000 4.490000 677.000001
Xvivo Perfusion 3 -0.850000 874.500000 29.500000 3.490000 845.000001
Biotage 4 1.310000 632.200000 29.200000 4.840000 603.000000
SynAct Pharma 9 0.410000 660.600000 15.600000 2.420000 645.000003
Addtech B 3 -0.080000 714.600000 14.600000 2.090000 699.999999
Eastnine 6 -1.240000 669.600000 12.600000 1.920000 657.000000
NCC B 7 1.120000 663.950000 9.950000 1.520000 653.999997
Fortnox 10 -0.120000 675.600000 7.600000 1.140000 668.000000
Humana 40 2.290000 677.600000 3.600000 0.530000 674.000000
Svolder B 35 -0.480000 2182.250000 3.250000 0.150000 2179.000005
NCC A 6 -0.200000 598.800000 -0.200000 -0.030000 598.999998
Latour B 2 -0.710000 448.800000 -0.200000 -0.040000 449.000000
Profoto Holding 7 0.240000 581.000000 -1.000000 -0.170000 581.999999
Indutrade 5 -0.980000 1315.500000 -4.500000 -0.340000 1320.000000
Addnode Group B 6 -2.130000 744.000000 -8.000000 -1.060000 751.999998
Nolato B 12 -1.200000 639.600000 -8.400000 -1.300000 648.000000
SCA A 4 0.270000 589.600000 -9.400000 -1.570000 599.000000
Sampo Oyj SDB 1 -0.800000 494.500000 -10.500000 -2.080000 505.000000
Sdiptech B 3 -1.600000 811.200000 -10.800000 -1.310000 822.000000
Investor B 3 -0.530000 645.300000 -12.700000 -1.930000 657.999999
BONESUPPORT HOLDING 10 -0.410000 1205.000000 -19.000000 -1.550000 1224.000000
Lime Technologies 2 -3.090000 565.000000 -28.000000 -4.720000 593.000000
Ambea 68 0.880000 2487.440000 -49.560000 -1.950000 2537.000032
Gaming Innovation Group 161 -0.390000 4129.650000 -58.350000 -1.390000 4187.999942
Lundin Gold 7 -0.460000 912.800000 -61.200000 -6.280000 973.999999
Creades A 7 -0.770000 544.600000 -66.400000 -10.870000 610.999998
Sedana Medical 135 2.740000 4247.100000 -83.900000 -1.940000 4330.999935
Balco Group 39 -0.540000 1790.100000 -84.900000 -4.530000 1874.999997
Investor A 16 -0.650000 3443.200000 -101.800000 -2.870000 3545.000000
New Wave B 40 -0.060000 3757.600000 -158.400000 -4.040000 3916.000000
Wästbygg Gruppen B 80 0.000000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 2.440000 2638.100000 -328.900000 -11.090000 2966.999993
TOTAL 48049.620000 -882.380000 -1.77796% 48931.999868

Updated:¶

'2023-06-14 11:13:32.796782'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶